Evaluate and monitor the risk characteristics of loans and related ABS securitizations, including analysis of prepayments, delinquencies, defaults, severities, returns, securitization structure, and issuer/servicer credit quality relative to other forms of consumer credit.
Analyzes investment performance data &/or the elements of risk present in private capital (equity/credit) &/or alternative funds/ managers and liquid alternatives, perhaps with the assistance of other staff.
In this role, the selected candidate will act as a point person for the analysis of the risk sensitivities that measure the risks being taken by the trading desks; measure, monitor, and control the market risk for securitized products, by analyzing portfolios, daily trades and risk sensitivities.
Identifying new opportunities for the Customer Value Management program to target existing customer through loyalty programs - uncovering new targets, suggesting new content, providing consulting on execution, and validating the results.
Performs periodic updating of forecasts and preparation of forecast results for business partners; monitors forecast model accuracy and identifies corrective actions when needed, prior to results distribution.
Apply analytical and business skills to proactively identify, track, manage and resolve application and operational issues, Provide updates to management on incident resolution, day - to - day operations, and project support.
Develop solid working knowledge of accessing and interpreting syndicated research, Ipsos Affluent Study, Erdos & Morgan, Kantar, Media Radar, Omniture, AAM/BPA Circulation and other databases. Generate, analyze data and package into compelling sales points for memos, presentations and brochures.